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May 22, 2013

The Search found 3 of 10951 documents sorted by Date with the following criteria:

Subject/Keyword: distance-to-default

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1. Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center   Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.   Series: Working Paper No. 07/74   Published: April 01, 2007   Subject(s): Bank soundness | International banking | Economic models | United Kingdom   Author's Keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT   2. Title: Distance-to-Default in Banking: A Bridge Too Far?   Author/Editor: Chan-Lau, Jorge A. ; Sy, Amadou N. R.   Series: Working Paper No. 06/215   Published: September 01, 2006   Subject(s): Banks | Financial stability   Author's Keyword(s): Banks | insolvency | closure | prompt corrective action | distance-to-default | distance-to-capital   3. Title: An Option-Based Approach to Bank Vulnerabilities in Emerging Markets   Author/Editor: Chan-Lau, Jorge A. ; Jobert, Arnaud ; Kong, Janet   Series: Working Paper No. 04/33   Published: February 01, 2004   Subject(s): Banks | Emerging markets | Financial crisis   Author's Keyword(s): Distance-to-default | banks | emerging markets

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